OSX2.DE vs. 5HEU.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Ossiam US Minimum Variance ESG UCITS ETF (EUR) (OSX2.DE) and Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR) (5HEU.DE).

OSX2.DE and 5HEU.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. OSX2.DE is a passively managed fund by Natixis that tracks the performance of the US ESG Minimum Variance. It was launched on Apr 24, 2020. 5HEU.DE is a passively managed fund by Natixis that tracks the performance of the Ossiam ESG Shiller Barclays CAPE® Europe Sector. It was launched on Dec 17, 2021. Both OSX2.DE and 5HEU.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

OSX2.DE vs. 5HEU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Ossiam US Minimum Variance ESG UCITS ETF (EUR) (OSX2.DE) and Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR) (5HEU.DE). The values are adjusted to include any dividend payments, if applicable.

OSX2.DE vs. 5HEU.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
OSX2.DE Ossiam US Minimum Variance ESG UCITS ETF (EUR)	0.00%	-4.33%	21.73%	-1.44%	1.60%
5HEU.DE Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR)	0.00%	4.88%	-2.91%	6.26%	-6.49%

Returns By Period

OSX2.DE

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

5HEU.DE

• 1D: 0.00%
• 1M: 0.00%
• YTD: 0.00%
• 6M: 2.17%
• 1Y: 3.68%
• 3Y*: 1.04%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

OSX2.DE vs. 5HEU.DE - Expense Ratio Comparison

OSX2.DE has a 0.65% expense ratio, which is lower than 5HEU.DE's 0.75% expense ratio.

5HEU.DE

Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR)

OSX2.DE

Ossiam US Minimum Variance ESG UCITS ETF (EUR)

Return for Risk

OSX2.DE vs. 5HEU.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

5HEU.DE

5HEU.DE Risk / Return Rank: 20
5HEU.DE Sharpe Ratio Rank: 21
5HEU.DE Sortino Ratio Rank: 19
5HEU.DE Omega Ratio Rank: 23
5HEU.DE Calmar Ratio Rank: 18
5HEU.DE Martin Ratio Rank: 18

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OSX2.DE vs. 5HEU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ossiam US Minimum Variance ESG UCITS ETF (EUR) (OSX2.DE) and Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR) (5HEU.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	OSX2.DE	5HEU.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.38	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.02	—

Correlation

The correlation between OSX2.DE and 5HEU.DE is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

OSX2.DE vs. 5HEU.DE - Dividend Comparison

Neither OSX2.DE nor 5HEU.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	OSX2.DE	5HEU.DE	Difference
Max Drawdown Largest peak-to-trough decline	—	-18.20%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-10.53%	—
Current Drawdown Current decline from peak	—	-4.91%	—
Average Drawdown Average peak-to-trough decline	—	-6.21%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.29%	—

Volatility

Volatility by Period

	OSX2.DE	5HEU.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.00%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.42%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	11.95%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	12.93%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	12.93%	—